Not only is this a great companion to the Ethics, but I would go as far as to recommend this as the only companion that one use when first tackling the Ethics. Working through the different concepts of the Ethics and working out how they form an interrelated system on one's own is crucial to really understanding Spinoza, and the process, in a way, is itself a demonstration of his thought.
This is undoubtly tough, however, and Deleuze can help; his book, the bulk of which consists of explanations of his various definitions in A-Z dictionary form, helps one better articulate their sense of what is going on in the Ethics and is a handy reference for keeping everything straight in one's mind.
The other sections of the book, consisting of a short biographical chapter, a chapter on the difference between Spinoza's ethics and a morality and a chapter on Spinoza on evil help frame the perspective from which one should view Spinza's thought and help explain how and why and in what context he put his thought into writing.
After completing the Ethics, if one wishes to read further secondary sources, I also highly recommend Antonio Negri's 'the Savage Anomoly.' Also, the new 'Spinoza's book of life' book seems quite promising, although I have not checked it out yet." (Daniel Rose)
City Lights Books